Asymptotic Theory of Statistical Inference - Couverture rigide

Livre 93 sur 354: Wiley Series in Probability and Statistics

Rao, B. L. S. Prakasa

 
9780471843351: Asymptotic Theory of Statistical Inference
Couverture rigide
ISBN 10 : 0471843350 ISBN 13 : 9780471843351
Editeur : John Wiley & Sons Inc, 1987

Synopsis

An up-to-date and concise description of recent results in probability theory and stochastic processes useful in the study of asymptotic theory of statistical inference. The book brings together new material on the interplay between recent advances in probability theory and their applications to the asymptotic theory of statistical inference. Asymptotic theory of maximum likelihood and Bayes estimation, asymptotic properties of least squares estimators in non-linear regression, and estimators of parameters for stable laws are discussed from the point of view of stochastic processes. This leads to better results than the Taylor expansions approach used in the classical theory of maximum likelihood estimation.

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Éditeur
John Wiley & Sons Inc
Date d'édition
1987
Langue
anglais
ISBN 10 
0471843350
ISBN 13 
9780471843351
Reliure
Relié
Nombre de pages
454
Coordonnées du fabricant
non disponible
Personne responsable
non disponible